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QC Fall 2024 Math 241 HW

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15 views6 pages

QC Fall 2024 Math 241 HW

Uploaded by

Sung Cheuk Yiu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Extra Credit Project 03

Fall 2024, Math 241 Queens College, CUNY

• Must be completed in LATEX to win extra credit. Please follow “LaTex guidance for
beginners.tex” to write it professionally.

• Grading of this extra credit project will be very harsh. Must correctly solve at least
three out of five. In general, if you only correctly solve two or less, you
will get zero. If you solve precisely three correctly, you will get 1. All solutions
must be sufficiently explained and justified. Correct answer without sufficient
justification will not be counted. Credits you could earn is largely based on your
effort put into this. If you are trying to interpret the problems into trivial ones and
write sloppy/vague solutions without genuine understanding, we will easily identify it
and you will get zero or almost zero extra credit.

• There may be an oral test — similar to a technical interview when you look for
IT/finance jobs. I will randomly pick problem(s) you solved and ask you to solve
and talk about your solutions on the blackboard after class or in my office hour/other
scheduled times. If you don’t accept the oral test, or you cannot solve the problem(s)
in the test correctly, you will lose the extra credit, in whole or in part. Therefore you
have to truly understand (and memorize) what you wrote, not just copy and paste
other people’s solutions from the Internet/ChatGPT. You can earn even more credits
if you can present it without looking at your notes or typed solutions

1
Problem 1. A discrete random variable X is said to have a Poisson distribution with
parameter λ > 0 if it has a probability mass function given by

λk eλ
P(X = k) = , k = 0, 1, 2, ...
k!
Compute E[X], Var[X] and MX (t).

2
Problem 2.

N ∈ {0, 1, 2, . . . } ;
K ∈ {0, 1, 2, . . . , n} ;
n ∈ {0, 1, 2, . . . , N − K} ;

A discrete random variable X is said to have a hypergeometric distribution if it has a


probability mass function given by
K N −K
 
k n−k
pX (k) = P(X = k) = N
 , 0 ≤ k ≤ K.
n

You have seen this in a previous homework! Compute and simplify E[X] and Var[X]. No
need to compute MX (t).

3
Problem 3. A continuous random variable X is said to have a Gamma distribution with
parameter θ if it has a probability density function given by
1
fX (x) := xk−1 e−x/θ , x > 0
Γ(k)θk

Study the Gamma function Γ(k) by yourself and compute E[X], Var[X] and MX (t).

4
Problem 4. If Z1 , ..., Zk are independent, standard normal random variables, then the
distribution of the sum of their squares,
k
X
Q= Zi2 ,
i=1

is called the chi-squared distribution with k degrees of freedom. Prove using the mo-
ment generating method (or other methods of your choice) that the chi-squared distribution
with k degrees of freedom has PDF
1
fQ (x) = xk/2−1 e−x/2 , x > 0.
2k/2 Γ(k/2)

Compute E[Q], Var[Q] and MQ (t) (you can either do it with brute-force or in a clever
way).

5
Problem 5. A continuous random variable X is said to have Beta distribution if its PDF
is
xα−1 (1 − x)β−1
fX =
B(α, β)
where B(α, β) = Γ(α)Γ(β)
Γ(α+β)
and Γ is the Gamma function. Compute E[X] and Var[X]. No
need to compute MX (t).

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